It sounds like someone else setup Splunk to monitor windows servers (using windows app), and you need to add new servers. See the windows app documentation [http://apps.splunk.com], you can use WMI (remote access) or a forwarder on each server, so you need to find out which approach is being used.
After that, spend some time with the documentation. It's written well and will help you get your data on board. If you think you have a fairly good grasp of Splunk, the following link will help you get different types of data in: